I'm going to assume you have some version of Photoshop. Then my approach is to use PS to make a menu with the buttons and then use AE to make the motion menu. I never used AE itself for making buttons, so I can't help there.

Things like rendering out of AE and importing into Encore are better explained in the Help files.

Here is another screen capture which is kind of long, which explains the whole process I've used for what it's worth http://jmrser.com/Tutorials.html (look for Simple Motion Menu ) in the list.
JOhn Rich